Motiviert durch das Problem der optimalen Strategie beim Handel einer großen Aktienposition, behandelt diese Arbeit ein stochastisches Kontrollproblem mit zwei besonderen Eigenschaften. Zum einen wird davon ausgegangen, dass das Kontrollproblem eine exponentielle Verzögerung in der Kontrollvariablen beinhaltet, zum anderen nehmen wir an, dass die Koeffizienten des Kontrollproblems linear in der Kontrollvariablen sind. Wir erhalten ein degeneriertes stochastisches Kontrollproblem, dessen Lösung - sofern sie existiert - Bang-Bang-Charakter hat. Die resultierende Unstetigkeit der optimalen Kontrolle führt dazu, dass die Existenz einer optimalen Lösung nicht selbstverständlich ist und bewiesen werden muss. Es wird eine Folge von stochastischen Kontrollproblemen mit Zustandsprozessen konstruiert, deren jeweilige Diffusionsmatrix invertierbar ist und die ursprüngliche degenerierte Diffusionsmatrix approximiert. Außerdem stellen die Kostenfunktionale der Folge eine konvexe Approximation des ursprünglichen linearen Kostenfunktionals dar. Um die Konvergenz der Lösungen dieser Folge zu zeigen, stellen wir die Kontrollprobleme in Form von stochastischen Vorwärts-Rückwärts-Differential-gleichungen (FBSDEs) dar. Wir zeigen, dass die zu der konstruierten Folge von Kontrollproblemen gehörigen Lösungen der Vorwärts-Rückwärtsgleichungen – zumindest für eine Teilfolge - in Verteilung konvergieren. Mit Hilfe einer Konvexitätsannahme der Koeffizienten ist es möglich, einen Kontroll-prozess auf einem passenden Wahrscheinlichkeitsraum zu konstruieren, der optimal für das ursprüngliche stochastische Kontrollproblem ist. Neben der damit bewiesenen Existenz einer optimalen (Bang-Bang-) Lösung, wird damit auch eine glatte Approximation der unstetigen Bang-Bang-Lösung erreicht, welche man für die numerische Approximation des Problems verwenden kann. Die Ergebnisse werden schließlich dann in Form von numerischen Simulationen auf das Problem der optimalen Handels¬ausführung angewendet. / Motivated by the problem of how to optimally execute a large stock position, this thesis considers a stochastic control problem with two special properties. First, the control problem has an exponential delay in the control variable, and so the present value of the state process depends on the moving average of past control decisions. Second, the coefficients are assumed to be linear in the control variable. It is shown that a control problem with these properties generates a mathematically challenging problem. Specifically, it becomes a stochastic control problem whose solution (if one exists) has a bang-bang nature. The resulting discontinuity of the optimal solution creates difficulties in proving the existence of an optimal solution and in solving the problem with numerical methods. A sequence of stochastic control problems with state processes is constructed, whose diffusion matrices are invertible and approximate the original degenerate diffusion matrix. The cost functionals of the sequence of control problems are convex approximations of the original linear cost functional. To prove the convergence of the solutions, the control problems are written in the form of forward-backward stochastic differential equations (FBSDEs). It is then shown that the solutions of the FBSDEs corresponding to the constructed sequence of control problems converge in law, at least along a subsequence. By assuming convexity of the coefficients, it is then possible to construct from this limit an admissible control process which, for an appropriate reference stochastic system, is optimal for our original stochastic control problem. In addition to proving the existence of an optimal (bang-bang) solution, we obtain a smooth approximation of the discontinuous optimal bang-bang solution, which can be used for the numerical solution of the problem. These results are then applied to the optimal execution problem in form of numerical simulations.

Scottish deer forests are mainly a Highland phenomenon. Many were formed during the nineteenth century when proprietors benefited from their economic marketability as 'sporting estates'. The Blackmount area was a forest, under the ownership of the Campbells of Glenorchy, since the fifteenth century. Situated in one of the most mountainous ranges of the west Highlands, its function was to serve as a hunting reserve for both that family and their aristocratic peers, whilst being protected by foresters from poachers and trespassers. The earlier Forest of Corrie Ba ceased to exist during the later eighteenth century when sheep farming became the predominant land use there. Blackmount Forest was re-formed anew in 1820 due to an economic recession after the Napoleonic Wars terminated. This thesis identifies the social, political, economic, geographical and environmental reasons for Blackmount Forest's creation, growth and continued existence. It questions if this was for leisure alone or for a commercial ethos adopted by landlords of other forests. The Forest expanded during the nineteenth century, gaining national recognition, especially in the 1840s-1850s and thereafter. However, the Campbells of Breadalbane faced internal and external challenges and criticisms, several of a legal nature. The family were long established, in the Scottish aristocracy, with extensive estates in the west-central Highlands. The retained Blackmount for themselves, excepting the period 1863-1885 when it was let out wholesale. The thesis also identifies its social impact upon the locality, and the extent to which this forest may have influenced others coming into existence later that century.

Resistance to chemotherapeutics is a widespread phenomenon in cancer cells that may counteract the successful therapy of many patients. In resistant cells, higher level of ABC transporters, among others, often can be detected. This high level of ABC transporters represents a suspected mechanism of acquired cancer resistance. We studied the molecular mechanism of resistance to taxanes in cancer cells using SK-BR-3 and MCF-7 breast cancer cell lines. We analyzed the effect of paclitaxel on apoptosis induction in the originally sensitive cells of these lines as compared to their counterpart resistant cells, developed by gradual adaptation to paclitaxel. In resistant cells of the SK-BR-3 and MCF-7 lines, we did not detected ongoing induction of apoptosis but we did detect significantly increased expression of ABCB1 transporter after paclitaxel application. By silencing the expression of the transport via employment of small interfering RNA (siRNA), we tested the role of the ABCB1 transporter in cells resistant to paclitaxel. We found that resistant cells with silenced expression of the ABCB1 transporter had a statistically significant increase of sensitivity to paclitaxel as compared to control resistant cells with high expression of this transporter. Along with increased sensitivity, we demonstrated...

The functions of the immune system include immunosurveillance of transformed cells, i.e., the ability to eliminate these cells before they become harmful to the organism. If the transformed cells succeed to escape the immune system surveillance, an oncological disease develops. The tumour immunotherapy aims to stimulate the immune system mechanisms to fight against the tumour. Lately, there's an interest in using NK cells in the immunotherapy of tumours. These cells appertain to the innate immune system and participate in immunosurveillance. When an NK cell encounters a target cell, its activation depends on the integration of signals from the surface activating and inhibiting receptors which bind ligands on the surface of the target cell. Upon activation, NK cell exhibits a cytotoxic response against the target cell. The use of NK cells in immunotherapy includes, among others, the testing of bispecific fusion proteins which can bind a tumour surface antigen by one part and NK cell activating receptor by the other part. Thus, these fusion proteins mediate a contact between both cells and trigger the cytotoxic response. This work presents a preparation of bispecific fusion proteins which consist of an activating ligand MICA (for the receptor NKG2D) or B7H6 (for the receptor NKp30), and a nanobody...

Herpes simplex virus (HSV) infection of the cornea leads to a blinding immuno-inflammatory condition of the eye also called stromal keratitis (SK). SK immunopathology is characterized by the infiltration of CD4+ T cells of Th1 phenotype as well as the development of new blood vessels into the normally avascular cornea. Studies in mouse models of SK have firmly established the role of CD4+ T cells, and particularly of Th1 phenotype, as the principal mediators of SK immunopathology. However, with the recent discovery of IL-17A and Th17 cells, the role of this cytokine as well as Th17 cells remains to be further defined. Recently it was shown that the normal cornea expresses VEGF-A, however its biological activity is impeded by its binding to a soluble form of VEGF-A receptor-1 (sVEGFR-1). Past studies have implicated the role of vascular endothelial growth factor-A (VEGF-A) in HSV induced corneal angiogenesis, however the source of VEGF-A as well as molecular mechanisms, particularly in the context of VEGF-A/sVEGFR-1 balance during HSV infection, are poorly understood. The first part of this dissertation (I) reviews past literature on HSV induced corneal SK immunopathology. It focuses on the understanding of HSV-1 induced events that particularly results in corneal angiogenesis as well as tissue damage mediated by different type of cells as well as their secreted products. The next three parts (II-IV) focus on the mechanisms of HSV induced corneal angiogenesis as well as the relative role of Th1 and Th17 cells in SK immunopathology. Results in part II focuses on the relative role of IFN-γ/IL-17 as well as Th1/Th17 cells in HSV induced corneal immunopathology. The third section evaluate the significance of VEGF-A/sVEGFR-1 balance in HSV induced corneal neovascularization. Results in part IV focus on the role of IL-17A in altering the balance between VEGF-A and sVEGFR-1 post ocular HSV infection and subsequent corneal angiogenesis. Collectively these studies identified novel mechanisms by which HSV infection of the cornea leads to the development of angiogenesis as well as corneal tissue damage and subsequent SK immunopathology, the most common cause of infectious blindness in the Western World.

The enzyme phospholipase A2 (PLA2) specifically hydrolyzes the 2-acyl ester bond of 1,2-diacyl-3-sn-phosphoglycerides releasing fatty acids and lysophospholipids in the presence of Ca2+. Both products represent precursors for signaling molecules that can exert a multitude of biological functions including phospholipid metabolism, exocytosis and inflammation. Consequently, PLA2 not only plays a role in regulating physiological processes, but also exhibits pharmacological effects in inflammatory diseases. Nevertheless, the signaling pathway leading to cell death still remains elusive. In the present study, the cytotoxicity of Naja naja atra PLA2 toward human neuroblastoma SK-N-SH cells and leukemia K562 cells were respectively evaluated to explore the signaling pathway of PLA2-induced cell death. Upon exposure to PLA2, p38 mitogen-activated protein kinase (p38 MAPK) or c-Jun N-terminal kinase (JNK) activation, extracellularsignal-regulated protein kinase (ERK) inactivation, reactive oxygen species (ROS) generation, increase in intracellular Ca2+ concentration, the loss of mitochondrial membrane potential (£G£Zm), cytochrome c release and upregulation of Fas/FasL were found in SK-N-SH or K562 cells. N-Acetylcysteine (ROS scavenger), BAPTA-AM (Ca2+ chelator), SB202190 (p38 MAPK inhibitor) or SP600125 (JNK inhibitor) abrogated p38 MAPK or JNK activation and rescued cell viability, £G£Zm, cytochrome c release and suppressed Fas/FasL upregulation of PLA2-treated cells, but restored phosphorylation of ERK. Activated ERK was found to attenuate p38 MAPK-mediated upregulation of Fas/FasL. Besides, sustained JNK activation was also observed in SB202190/PLA2-treated K562 cells after exterminating p38 MAPK activation, but also retained the cytotoxicity of PLA2. Knockdown of p38 MAPK or JNK1 by siRNA proved that PLA2 induced Fas/FasL upregulation through p38 MAPK/ATF-2 or JNK1/c-Jun pathways in K562 cells. Furthermore, deprivation of catalytic activity could not diminish PLA2-induced cell death and Fas/FasL upregulation. The cytotoxicity of arachidonic acid (AA) and lysophosphatidylcholine (LPC) was not related to the expression of Fas/FasL. The results showed that the cytotoxicity of AA is mediated through mitochondria-dependent death pathway, eliciting by AA-induced ROS generation and Ca2+-evoked activation of p38 MAPK and JNK. Besides, ERK activation abrogated by U0126 improved the ability of AA-mediated Fas/FasL upregulation in K562 cells. Taken together, our results indicate that PLA2-induced cell death is through Ca2+- and ROS evoked p38 MAPK or JNK activation. Upregulation of Fas/FasL partially involves in cytotoxicity of PLA2.

This thesis presents a detailed study of life cycle greenhouse gas (GHG) emissions intensity during the uranium mining-milling phase of the nuclear fuel cycle for three paired uranium mine-mill operations in northern Saskatchewan (SK). The study period runs from 2006 – 2013 for two of the three pairs, and from 1995-2010 for the third. The life cycle analysis has been conducted based on the ISO 14040:2006 standard using a Process Chain Analysis methodology. This study differs from previous studies of GHG emissions intensity during the uranium mining-milling phase of the nuclear fuel cycle in two key respects. First, it has a very large system boundary which includes the uranium exploration and mine-mill decommissioning phases. Second, it utilizes a life cycle inventory database to include many processes which would normally fall outside of the system boundary due to their small individual contributions. These differences contribute to a more accurate result. The production-weighted average life cycle GHG emissions intensity is estimated as 45 kg CO2e/kg U3O8 at an average ore grade of 9.12% U3O8 based on relative U3O8 production volumes at Mine-Mill A, B, and C from 2006 to 2010. The 95% confidence interval for the production-weighted average result ranges from 42 to 49 kg CO2e/kg U3O8, indicating that overall uncertainty in the result is low. Life cycle GHG emission intensity for the three uranium mine-mill pairs are 84, 66, and 35 kg CO2e/kg U3O8 at average ore grades of 0.71%, 1.54%, and 11.5% U3O8 respectively. Nearly 90% of life cycle GHG emissions are associated with operation of the uranium mine-mills, primarily from energy consumption during operation (69% of total) transport of materials and personnel (7.0%), and use of reagents (5.6%). Remaining processes each individually account for less than 5% of the total. In calculating emissions from electricity consumption, the base-case emission intensities reported above use a province-wide electricity emission factor because the utility does not differentiate its emissions by region. However, the facilities included in this study are all located in Northern Saskatchewan, which is powered exclusively by hydropower. Application of a regional emission factor reduces the production-weighted average life cycle GHG emission intensity to 26 kg CO2e/kg U3O8 with a 95% confidence interval of 25 to 29 kg CO2e/kg U3O8. This represents a 42% reduction in life cycle GHG emission intensity from the base case. Due to the high uranium ore grades found in SK uranium deposits, life cycle GHG emissions intensity for uranium from SK is among the lowest in the world. Further, the life cycle GHG emission intensity estimate from uranium mining-milling in SK is a small (approximately 10%) contributor to the life cycle GHG emissions intensity from the nuclear fuel cycle for light water reactors overall, amounting to approximately 1.2 g CO2e/kWh electricity (0.6 g CO2e/kWh electricity calculated using the regional hydroelectric power source).

This paper develops a new approach to the analysis of longitudinal paired comparison data, where comparisons of the same objects by the same judges are made on more than one occasion. As an alternative to other recent approaches to such data, which are based on Kalman filter- ing, our approach treats the problem as one of multivariate multinomial data, allowing dependence terms between comparisons over time to be incorporated. The resulting model can be fitted as a Poisson log-linear model and has parallels with the quadratic binary exponential distribution of Cox. An example from the British Household Panel Survey illustrates the approach. (author´s abstract) / Series: Research Report Series / Department of Statistics and Mathematics

Convex cycles play a role e.g. in the context of product graphs. We introduce convex cycle bases and describe a polynomial-time algorithm that recognizes whether a given graph has a convex cycle basis and provides an explicit construction in the positive case. Relations between convex cycles bases and other types of cycles bases are discussed. In particular we show that if G has a unique minimal cycle bases, this basis is convex. Furthermore, we characterize a class of graphs with convex cycles bases that includes partial cubes and hence median graphs. (authors' abstract) / Series: Research Report Series / Department of Statistics and Mathematics

Measuring the performance of Freight Villages (FVs) has important implications for logistics companies and other related companies as well as governments. In this paper we apply Data Envelopment Analysis (DEA) to measure the performance of European FVs in a purely data-driven way incorporating the nature of FVs as complex operations that use multiple inputs and produce several outputs. We employ several DEA models and perform a complete sensitivity analysis of the appropriateness of the chosen input and output variables, and an assessment of the robustness of the efficiency score. It turns out that about half of the 20 FVs analyzed are inefficient, with utilization of the intermodal area and warehouse capacity and level of goods handed the being the most important areas of improvement. While we find no significant differences in efficiency between FVs of different sizes and in different countries, it turns out that the FVs Eurocentre Toulouse, Interporto Quadrante Europa and GVZ Nürnberg constitute more than 90% of the benchmark share. / Series: Working Papers on Information Systems, Information Business and Operations